+134.8%
CNP vs ALLE
+222.4%
-87.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.1% |
| 7D | -4.2% | -0.6% | -3.6% | -4.0% |
| 30D | +5.5% | +25.3% | -19.8% | -3.6% |
| 3M | +0.6% | +10.3% | -9.7% | -3.6% |
| 6M | -2.8% | +38.0% | -40.9% | -15.3% |
| YTD | +7.9% | +17.8% | -9.9% | -0.6% |
| 1Y | +6.7% | +13.6% | -6.9% | -0.4% |
| 3Y | +61.1% | +89.2% | -28.1% | +17.6% |
| 5Y | +73.0% | +51.1% | +21.9% | +36.3% |
| All | +134.8% | +222.4% | -87.6% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling